+296.0%
GDX vs NTRS
+259.9%
+36.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -2.2% | +1.4% | -3.5% | -2.3% |
| 30D | +6.8% | -0.7% | +7.4% | +6.8% |
| 3M | +24.9% | +11.3% | +13.6% | +24.0% |
| 6M | -4.2% | +35.5% | -39.7% | -6.0% |
| YTD | +13.2% | +40.6% | -27.4% | +10.9% |
| 1Y | +40.2% | +49.2% | -9.0% | +36.9% |
| 3Y | +249.6% | +167.2% | +82.4% | +232.4% |
| 5Y | +230.4% | +94.9% | +135.4% | +211.4% |
| All | +296.0% | +259.9% | +36.1% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling